Optimization Algorithms on Matrix Manifolds

This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms.

Optimization algorithms and ODE's in MDO

There is a need for a stronger theoretical understanding of Multidisciplinary Design Optimization (MDO) within the field. Having developed a differential geometry framework in response to this need, we consider how standard optimization algorithms can be modeled using systems of ordinary differential equations (ODEs) while also reviewing optimization algorithms which have been derived from ODE solution methods. We then use some of the framework's tools to show how our resultant systems of ODEs can be analyzed and their behaviour quantitatively evaluated. In doing so, we demonstrate the power and scope of our differential geometry framework, we provide new tools for analyzing MDO systems and their behaviour, and we suggest hitherto neglected optimization methods which may prove particularly useful within the MDO context. Copyright © 2013 by ASME.